The Spectral Estimation of Simultaneous Equation Systems with Lagged Endogenous Variables
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Publication:4147517
DOI10.2307/2525950zbMath0371.62127OpenAlexW1998690585MaRDI QIDQ4147517
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Publication date: 1977
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/3126
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)
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